Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47456.74 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46061.76 Kr¶

PnL: ---------------------------------------> -826.81 Kr¶

DD now: ---------------------------------> -2.412 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:45:20.504114'

Anic Portfolio¶

This Week¶

Return: -0.919 %¶

Total¶

Return: 55.412 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 1.000000 2817.500000 181.500000 6.890000 2636.000010
HMS Networks 2 15.270000 797.200000 124.200000 18.450000 673.000000
FM Mattsson Mora Group B 50 0.830000 3035.000000 108.000000 3.690000 2927.000000
SAAB B 8 0.540000 3426.400000 49.400000 1.460000 3377.000000
MedCap 2 0.650000 464.000000 43.000000 10.210000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.690000 394.700000 39.700000 11.180000 355.000000
Corem Property Group B 59 -0.190000 615.960000 38.960000 6.750000 576.999999
Intrum 4 5.470000 559.200000 32.200000 6.110000 527.000000
Resurs Holding 22 -0.770000 597.300000 23.300000 4.060000 573.999998
AcadeMedia 12 -0.940000 580.080000 23.080000 4.140000 557.000004
Eastnine 4 1.590000 510.400000 19.400000 3.950000 491.000000
Boozt 12 0.000000 1668.000000 14.000000 0.850000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
OEM International B 7 -0.390000 535.500000 7.500000 1.420000 527.999997
Securitas B 6 -0.390000 576.480000 6.480000 1.140000 570.000000
Swedbank A 3 -1.630000 570.300000 6.300000 1.120000 564.000000
Norva24 Group 16 0.410000 548.480000 5.480000 1.010000 543.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.190000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Coor Service Management Hold. 8 -0.520000 532.400000 0.400000 0.080000 532.000000
CTEK 13 0.050000 529.360000 -4.640000 -0.870000 533.999999
Midsona B 63 2.240000 573.930000 -9.070000 -1.560000 582.999984
Handelsbanken A 5 -1.070000 534.000000 -12.000000 -2.200000 546.000000
Essity B 2 -2.750000 543.800000 -30.200000 -5.260000 574.000000
Nordea Bank Abp 29 -1.400000 3420.260000 -33.740000 -0.980000 3453.999992
International Petroleum Corp. 5 0.180000 553.500000 -41.070000 -6.910000 594.565215
Beijer Electronics Group 26 -6.790000 2927.600000 -43.400000 -1.460000 2971.000006
Essity A 4 -2.330000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Sampo Oyj SDB 7 -1.650000 3752.000000 -98.000000 -2.550000 3850.000000
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
Axfood 13 -1.600000 3519.100000 -236.900000 -6.310000 3756.000001
OX2 18 0.320000 1407.600000 -256.400000 -15.410000 1663.999992
Ovzon 52 2.640000 2834.000000 -528.000000 -15.700000 3361.999992
TOTAL 46077.420000 -811.150000 -2.3802% 46888.564618

Updated:¶

'2023-01-26 09:44:07.908503'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶